Anic Equity¶

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Total return since start: 0.661 %¶

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Equity now: -----------------------------> 50733.13 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 43361.06 Kr¶

PnL: ---------------------------------------> -341.53 Kr¶

DD now: ---------------------------------> -4.494 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-19 15:34:27.751263'

Anic Portfolio¶

Today¶

Return: -0.036 %¶

This Week¶

Return: -0.036 %¶

Total portfolio value¶

Return including deposits: 66.087 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hexagon B 26 -0.450000 3437.200000 26.000000 0.760000 3411.200000
Orrön Energy 170 -1.940000 2066.350000 25.500000 1.250000 2040.850000
INVISIO 15 -0.830000 3585.000000 22.500000 0.630000 3562.500000
Vitec Software Group B 2 -0.620000 1119.000000 18.000000 1.630000 1101.000000
Nederman Holding 1 -1.390000 213.000000 14.000000 7.040000 199.000000
Hexatronic Group 15 2.910000 1081.500000 13.800000 1.290000 1067.700000
Sagax B 4 -0.800000 895.200000 12.000000 1.360000 883.200000
Sagax A 4 0.000000 896.000000 12.000000 1.360000 884.000000
HEXPOL B 8 0.000000 964.800000 9.600000 1.010000 955.200000
Hennes & Mauritz B 6 -0.220000 918.240000 8.280000 0.910000 909.960000
Profoto Holding 7 -1.180000 588.000000 6.000000 1.030000 581.999999
Platzer Fastigheter Holding B 12 -0.750000 955.200000 6.000000 0.630000 949.200000
Atrium Ljungberg B 5 -0.110000 907.500000 6.000000 0.670000 901.500000
Latour B 4 -2.540000 858.400000 4.400000 0.520000 854.000000
Addnode Group B 7 -2.190000 905.800000 2.800000 0.310000 903.000000
SKF B 5 -1.080000 980.750000 2.750000 0.280000 978.000000
BHG Group 109 -5.230000 1421.360000 2.180000 0.150000 1419.180000
Sandvik 4 -1.260000 847.600000 2.000000 0.240000 845.600000
ASSA ABLOY B 4 -1.270000 992.800000 2.000000 0.200000 990.800000
Biotage 1 -7.160000 146.500000 -1.000000 -0.680000 147.500000
AcadeMedia 20 -1.020000 974.400000 -1.200000 -0.120000 975.600000
BioGaia B 8 -1.830000 900.800000 -1.600000 -0.180000 902.400000
Eastnine 6 -1.270000 654.000000 -3.000000 -0.460000 657.000000
OX2 12 -3.530000 902.400000 -4.200000 -0.460000 906.600000
EQT 4 -2.440000 864.000000 -6.800000 -0.780000 870.800000
Gränges 10 3.420000 1029.000000 -7.000000 -0.680000 1036.000000
Vitrolife 3 -2.200000 667.800000 -9.200000 -1.360000 677.000001
Alimak Group 12 -1.070000 994.800000 -9.600000 -0.960000 1004.400000
JM 7 -2.470000 938.000000 -9.800000 -1.030000 947.800000
Byggmax Group 33 -2.830000 952.380000 -12.540000 -1.300000 964.920000
Catena 2 -1.500000 790.000000 -13.600000 -1.690000 803.600000
Investor B 3 -1.810000 642.900000 -15.100000 -2.290000 657.999999
Hoist Finance 36 -1.620000 982.800000 -25.200000 -2.500000 1008.000000
Creaspac SPAC 40 -0.940000 3792.000000 -32.000000 -0.840000 3824.000000
VEF 788 -2.400000 1858.100000 -39.400000 -2.080000 1897.504000
Sedana Medical 93 -2.410000 2637.480000 -346.100000 -11.600000 2983.577733
TOTAL 43361.060000 -341.530000 -4.49398% 43702.591732

Updated:¶

'2023-06-19 15:34:44.506331'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶